#region imports
from AlgorithmImports import *
#endregion
class CasualApricotChicken(QCAlgorithm):

    def Initialize(self):
        # March 20 is a Sunday
        #self.SetStartDate(2022, 3, 20)
        self.SetStartDate(2022, 3, 18)
        self.SetEndDate(2022, 3, 18)
        self.SetCash(25000)
        #self.stopLossBuffer = 0.05
        #self.takeProfitPercentage = 0.005
        
        self.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage)
        self.ticker = self.AddEquity("QQQ", Resolution.Minute).Symbol
        #self.Consolidate(self.ticker, timedelta(minutes=5), self.BarHandler)
        self.window = RollingWindow[TradeBar](4)
        #self.SetRiskManagement(MaximumDrawdownPercentPerSecurity(0.015))

        self.yes = '-=\u2261 \U0001F44D \u2261=-'
        self.no = '-=\u2261 \U0001F44E \u2261=-'
        

    def OnData(self, data):
        
        self.window.Add(data[self.ticker])

        if not self.window.IsReady: return

        #3bar reversal trade
        tickD = self.window[0]
        tickC = self.window[1]
        tickB = self.window[2]
        tickA = self.window[3]

        self.Log(f"tickA: {tickA.Close} - tickB: {tickB.Close} - tickC: {tickC.Close} - tickD: {tickD.Close}")
        self.Log(f"Condition to invest    is: {self.yes if not self.Portfolio.Invested and (tickA.Close > tickB.Close) and (tickB.Close > tickC.Close) and (tickC.Close < tickD.Close) else self.no}")
        self.Log(f"Condition to liquidate is: {self.yes if self.Portfolio.Invested and self.Portfolio[self.ticker].Price >= self.takeProfitPrice else self.no}")
        
        #downtrend reveral (long positioning)
        if not self.Portfolio.Invested and (tickA.Close > tickB.Close) and (tickB.Close > tickC.Close) and (tickC.Close < tickD.Close):
            self.SetHoldings(self.ticker, 1)
            self.quantity = -self.Portfolio[self.ticker].Quantity
            self.stopMarketPrice = tickC.Low
            self.StopMarketOrder(self.ticker, self.quantity, self.stopMarketPrice)
            self.takeProfitPrice = tickA.High
            self.Log(f"We are invested! Qty: {-self.quantity}, StopMarketPrice: {self.stopMarketPrice}, TakeProfitPrice: {self.takeProfitPrice}")
            #self.takeProfitPrice = self.Portfolio[self.ticker].Price * (1 + self.takeProfitPercentage)
        
        elif self.Portfolio.Invested and self.Portfolio[self.ticker].Price >= self.takeProfitPrice:
            self.Transactions.CancelOpenOrders()
            self.Liquidate()
            self.Log("We have liquidated.")
            #self.LimitOrder(self.ticker, -self.quantity, self.price)
    
    #def BarHandler(self, consolidated):
    #    return